+20.2%
RF vs TXT
+4.2%
+16.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.5% |
| 7D | -0.1% | -3.5% | +3.4% | +0.9% |
| 30D | +7.0% | +15.2% | -8.1% | +2.2% |
| 3M | -7.0% | -4.5% | -2.5% | -5.8% |
| 6M | +6.8% | -6.1% | +12.9% | +8.0% |
| YTD | +9.9% | -2.0% | +11.9% | +6.8% |
| All | +20.2% | +4.2% | +16.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling